This information is part of the Modelica Standard Library maintained by the Modelica Association.

Syntax

X = Matrices.continuousSylvester(A, B, C);
X = Matrices.continuousSylvester(A, B, C, AisSchur, BisSchur);

Description

Function continuousSylvester computes the solution X of the continuous-time Sylvester equation

A*X + X*B = C.

using the Schur method for Sylvester equations proposed by Bartels and Stewart [1].

In a nutshell, the problem is reduced to the corresponding problem

S*Y + Y*T = D.

with S=U'*A*U is the real Schur of A, T=V'*T*V is the real Schur form of B and D=U'*C*V and Y=U*X*V' are the corresponding transformations of C and X. This problem is solved sequentially by exploiting the block triangular form of S and T. Finally the solution of the original problem is recovered as X=U'*Y*V.
The Boolean inputs "AisSchur" and "BisSchur" indicate to omit one or both of the transformation to Schur in the case that A and/or B have already Schur form.

The function applies LAPACK-routine DTRSYL. See LAPACK.dtrsyl for more information.

References

[1] Bartels, R.H. and Stewart G.W.
    Algorithm 432: Solution of the matrix equation AX + XB = C.
    Comm. ACM., Vol. 15, pp. 820-826, 1972.

Example

A = [17.0,   24.0,   1.0,   8.0,   15.0 ;
     23.0,    5.0,   7.0,  14.0,   16.0 ;
      0.0,    6.0,  13.0,  20.0,   22.0;
      0.0,    0.0,  19.0,  21.0,    3.0 ;
      0.0,    0.0,   0.0,   2.0,    9.0];

B =  [8.0, 1.0, 6.0;
      0.0, 5.0, 7.0;
      0.0, 9.0, 2.0];

C = [62.0,  -12.0, 26.0;
     59.0,  -10.0, 31.0;
     70.0,  -6.0,   9.0;
     35.0,  31.0,  -7.0;
     36.0, -15.0,   7.0];

X = continuousSylvester(A, B, C);

results in:

X = [0.0,  0.0,  1.0;
     1.0,  0.0,  0.0;
     0.0,  1.0,  0.0;
     1.0,  1.0, -1.0;
     2.0, -2.0,  1.0];

See also

Matrices.discreteSylvester, Matrices.continuousLyapunov

• 2010/05/31 by Marcus Baur, DLR-RM